Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51573.56 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48374.5 Kr¶

PnL: ---------------------------------------> -713.07 Kr¶

DD now: ---------------------------------> -0.714 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 12:14:37.558705'

Anic Portfolio¶

Today¶

Return: -0.626 %¶

This Week¶

Return: 8.514 %¶

Total¶

Return: 68.839 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.990000 766.400000 93.400000 13.880000 673.000000
Nordea Bank Abp 29 0.210000 3542.640000 88.640000 2.570000 3453.999992
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
SAAB B 8 0.050000 3428.800000 51.800000 1.530000 3377.000000
Swedbank A 3 3.100000 609.300000 45.300000 8.030000 564.000000
Resurs Holding 22 0.400000 611.380000 37.380000 6.510000 573.999998
MedCap 2 -1.080000 458.000000 37.000000 8.790000 421.000000
AcadeMedia 12 -0.320000 592.560000 35.560000 6.380000 557.000004
Fasadgruppen Group 38 1.480000 4172.400000 31.400000 0.760000 4140.999992
Samhällsbyggnadsbo. i Norden B 20 -0.780000 380.100000 25.100000 7.070000 355.000000
Intrum 4 0.440000 541.800000 14.800000 2.810000 527.000000
Eastnine 4 -0.480000 501.600000 10.600000 2.160000 491.000000
OEM International B 7 -2.040000 537.600000 9.600000 1.820000 527.999997
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Norva24 Group 16 -0.860000 550.400000 7.400000 1.360000 543.000000
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Handelsbanken A 5 0.640000 546.750000 0.750000 0.140000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 246.720000 0.720000 0.290000 246.000000
Securitas B 6 -1.600000 569.880000 -0.120000 -0.020000 570.000000
Coor Service Management Hold. 8 -0.300000 529.600000 -2.400000 -0.450000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Corem Property Group B 59 -1.980000 569.940000 -7.060000 -1.220000 576.999999
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Boozt 12 -0.800000 1632.000000 -22.000000 -1.330000 1653.999996
Sampo Oyj SDB 7 -0.180000 3825.500000 -24.500000 -0.640000 3850.000000
Essity B 2 -0.800000 545.600000 -28.400000 -4.950000 574.000000
CTEK 13 -2.390000 494.390000 -39.610000 -7.420000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 0.240000 569.090000 -43.910000 -7.160000 612.999432
Essity A 4 -1.260000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 -2.310000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 -0.190000 1778.700000 -210.300000 -10.570000 1989.000002
Axfood 15 -0.520000 4024.500000 -275.500000 -6.410000 4300.000005
Ovzon 64 -2.040000 3385.600000 -610.400000 -15.280000 3996.000000
TOTAL 48374.500000 -713.070000 -0.71388% 49087.564636

Updated:¶

'2023-01-31 12:14:50.765084'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶